Euro Bund Future September 2024
Trading Metrics calculated at close of trading on 29-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
Open |
131.04 |
130.35 |
-0.69 |
-0.5% |
131.45 |
High |
131.19 |
130.53 |
-0.66 |
-0.5% |
131.75 |
Low |
130.35 |
129.41 |
-0.94 |
-0.7% |
130.29 |
Close |
130.74 |
129.73 |
-1.01 |
-0.8% |
130.81 |
Range |
0.84 |
1.12 |
0.28 |
33.3% |
1.46 |
ATR |
0.72 |
0.77 |
0.04 |
6.0% |
0.00 |
Volume |
49,009 |
154,218 |
105,209 |
214.7% |
63,647 |
|
Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
133.25 |
132.61 |
130.35 |
|
R3 |
132.13 |
131.49 |
130.04 |
|
R2 |
131.01 |
131.01 |
129.94 |
|
R1 |
130.37 |
130.37 |
129.83 |
130.13 |
PP |
129.89 |
129.89 |
129.89 |
129.77 |
S1 |
129.25 |
129.25 |
129.63 |
129.01 |
S2 |
128.77 |
128.77 |
129.52 |
|
S3 |
127.65 |
128.13 |
129.42 |
|
S4 |
126.53 |
127.01 |
129.11 |
|
|
Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135.33 |
134.53 |
131.61 |
|
R3 |
133.87 |
133.07 |
131.21 |
|
R2 |
132.41 |
132.41 |
131.08 |
|
R1 |
131.61 |
131.61 |
130.94 |
131.28 |
PP |
130.95 |
130.95 |
130.95 |
130.79 |
S1 |
130.15 |
130.15 |
130.68 |
129.82 |
S2 |
129.49 |
129.49 |
130.54 |
|
S3 |
128.03 |
128.69 |
130.41 |
|
S4 |
126.57 |
127.23 |
130.01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
131.50 |
129.41 |
2.09 |
1.6% |
0.79 |
0.6% |
15% |
False |
True |
51,593 |
10 |
132.83 |
129.41 |
3.42 |
2.6% |
0.75 |
0.6% |
9% |
False |
True |
27,890 |
20 |
132.83 |
129.41 |
3.42 |
2.6% |
0.68 |
0.5% |
9% |
False |
True |
15,019 |
40 |
133.71 |
129.41 |
4.30 |
3.3% |
0.64 |
0.5% |
7% |
False |
True |
7,680 |
60 |
134.77 |
129.41 |
5.36 |
4.1% |
0.50 |
0.4% |
6% |
False |
True |
5,129 |
80 |
135.38 |
129.41 |
5.97 |
4.6% |
0.41 |
0.3% |
5% |
False |
True |
3,847 |
100 |
136.41 |
129.41 |
7.00 |
5.4% |
0.34 |
0.3% |
5% |
False |
True |
3,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
135.29 |
2.618 |
133.46 |
1.618 |
132.34 |
1.000 |
131.65 |
0.618 |
131.22 |
HIGH |
130.53 |
0.618 |
130.10 |
0.500 |
129.97 |
0.382 |
129.84 |
LOW |
129.41 |
0.618 |
128.72 |
1.000 |
128.29 |
1.618 |
127.60 |
2.618 |
126.48 |
4.250 |
124.65 |
|
|
Fisher Pivots for day following 29-May-2024 |
Pivot |
1 day |
3 day |
R1 |
129.97 |
130.30 |
PP |
129.89 |
130.11 |
S1 |
129.81 |
129.92 |
|